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Title
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Release Dates
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BofA Merrill Lynch Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst
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2014-04-17
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2017-10-20
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ICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Sub-Index Semi-Annual Yield to Worst
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2017-10-21
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2020-01-01
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ICE BofA Non-Financial US Emerging Markets Liquid Corporate Plus Index Semi-Annual Yield to Worst
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2020-01-02
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2026-01-20
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Source
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BofA Merrill Lynch
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2014-04-17
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2017-10-20
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ICE Benchmark Administration Limited (IBA)
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2017-10-21
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2020-01-01
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Ice Data Indices, LLC
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2020-01-02
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2026-01-20
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Release
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BofA Merrill Lynch
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2014-04-17
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2017-10-20
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ICE BofAML Indices
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2017-10-21
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2020-01-01
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ICE BofA Indices
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2020-01-02
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2026-01-20
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Units
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Percent
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2014-04-17
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2026-01-20
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Frequency
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Daily, Close
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2014-04-17
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2026-01-20
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Seasonal Adjustment
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Not Seasonally Adjusted
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2014-04-17
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2026-01-20
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Notes
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This data represents the semi-annual yield to worst of the BofA Merrill Lynch Non-Financial US Emerging Markets Liquid Corporate Plus Index is the subset of the BofA Merrill Lynch Emerging Markets Liquid Corporate Plus Index, which excludes all Financial securities as well as the debt of corporate issuers designated as government owned or controlled by BofA Merrill Lynch emerging markets credit research. The same inclusion rules apply for this series as those that apply for BofA Merrill Lynch Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.
Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly.
Source BofA Merrill Lynch, used with permission. BOFA MERRILL LYNCH IS LICENSING THE BOFA MERRILL LYNCH INDICES "AS IS" MAKES NO WARRANTIES REGARDING THE SAME, DOES NOT GUARANTEE THE SUITABILITY, QUALITY, ACCURACY, TIMELINESS, AND/ OR COMPLETENESS OF THE BOFA MERRILL LYNCH INDICIES OR ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM, ASSUMES NO LIABILITY IN CONNECTION WITH THEIR USE, AND DOES NOT SPONSOR, ENDORSE, OR RECOMMEND, [FRBSL], OR ANY OF ITS PRODUCTS OR SERVICES.
Copyright, 2016, Bank of America Corporation. Reprinted with permission.
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2014-04-17
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2017-10-20
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This data represents the semi-annual yield to worst of the ICE BofAML Non-Financial US Emerging Markets Liquid Corporate Plus Index is the subset of the ICE BofAML Emerging Markets Liquid Corporate Plus Index, which excludes all Financial securities as well as the debt of corporate issuers designated as government owned or controlled by ICE BofAML emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofAML Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.
Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly.
The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.
Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.
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2017-10-21
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2020-05-03
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This data represents the semi-annual yield to worst of the ICE BofA Non-Financial US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which excludes all Financial securities as well as the debt of corporate issuers designated as government owned or controlled by ICE BofA emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.
Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly.
The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.
Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.
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2020-05-04
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2024-01-03
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This data represents the semi-annual yield to worst of the ICE BofA Non-Financial US Emerging Markets Liquid Corporate Plus Index is a subset of the ICE BofA Emerging Markets Liquid Corporate Plus Index, which excludes all Financial securities as well as the debt of corporate issuers designated as government owned or controlled by ICE BofA emerging markets credit research. The same inclusion rules apply for this series as those that apply for ICE BofA Emerging Markets Liquid Corporate Plus Index (https://fred.stlouisfed.org/series/BAMLEMCLLCRPIUSTRIV?cid=32413). When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.
Yield to worst is the lowest potential yield that a bond can generate without the issuer defaulting. The standard US convention for this series is to use semi-annual coupon payments, whereas the standard in the foreign markets is to use coupon payments with frequencies of annual, semi-annual, quarterly, and monthly.
Certain indices and index data included in FRED are the property of ICE Data Indices, LLC (“ICE DATA”) and used under license. ICE® IS A REGISTERED TRADEMARK OF ICE DATA OR ITS AFFILIATES AND BOFA® IS A REGISTERED TRADEMARK OF BANK OF AMERICA CORPORATION LICENSED BY BANK OF AMERICA CORPORATION AND ITS AFFILIATES (“BOFA”) AND MAY NOT BE USED WITHOUT BOFA’S PRIOR WRITTEN APPROVAL. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING WITH REGARD TO THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, NOR ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS SHALL BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF. THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY SUPPLIERS DO NOT SPONSOR, ENDORSE, OR RECOMMEND FRED, OR ANY OF ITS PRODUCTS OR SERVICES.
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2024-01-04
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2026-01-20
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